Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.81% | 97.40 % | 98.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'762 CHF | 246'762 CHF | 99.82% | 99.82% |
19.11.2024 | 0.82% | 97.52 % | 98.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'783 CHF | 245'783 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 97.67 % | 98.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'316 CHF | 246'316 CHF | 99.96% | 99.96% |
15.11.2024 | 0.81% | 97.62 % | 98.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'832 CHF | 246'832 CHF | 99.98% | 99.98% |
14.11.2024 | 0.81% | 98.73 % | 99.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'894 CHF | 247'894 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 97.97 % | 98.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'593 CHF | 246'593 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 97.96 % | 98.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'533 CHF | 247'533 CHF | 99.94% | 99.94% |
11.11.2024 | 0.81% | 98.67 % | 99.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'959 CHF | 248'959 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.61 % | 99.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'757 CHF | 248'757 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.15 % | 99.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'378 CHF | 250'378 CHF | 99.99% | 99.99% |